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An extension of the Clark-Ocone formula - MaRDI portal

An extension of the Clark-Ocone formula

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Publication:1774766

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DOI10.1155/S0161171204304230zbMath1067.60060OpenAlexW2053593856MaRDI QIDQ1774766

Said Ngobi, Aurel I. Stan

Publication date: 18 May 2005

Published in: International Journal of Mathematics and Mathematical Sciences (Search for Journal in Brave)

Full work available at URL: https://eudml.org/doc/51481

Mathematics Subject Classification ID

Gaussian processes (60G15) White noise theory (60H40) Stochastic integrals (60H05) Stochastic integral equations (60H20)

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